E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 21-Jan-2009

Day Change Summary
	Previous	Current
	20-Jan-2009	21-Jan-2009	Change	Change %	Previous Week
Open	851.75	806.75	-45.00	-5.3%	885.00
High	865.75	838.50	-27.25	-3.1%	885.50
Low	797.50	800.50	3.00	0.4%	812.75
Close	806.00	836.75	30.75	3.8%	848.50
Range	68.25	38.00	-30.25	-44.3%	72.75
ATR	34.40	34.66	0.26	0.7%	0.00
Volume	2,818,199	2,841,680	23,481	0.8%	12,112,172

Daily Pivots for day following 21-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	939.25	926.00	857.75
R3	901.25	888.00	847.25
R2	863.25	863.25	843.75
R1	850.00	850.00	840.25	856.50
PP	825.25	825.25	825.25	828.50
S1	812.00	812.00	833.25	818.50
S2	787.25	787.25	829.75
S3	749.25	774.00	826.25
S4	711.25	736.00	815.75

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,067.25	1,030.50	888.50
R3	994.50	957.75	868.50
R2	921.75	921.75	861.75
R1	885.00	885.00	855.25	867.00
PP	849.00	849.00	849.00	840.00
S1	812.25	812.25	841.75	794.25
S2	776.25	776.25	835.25
S3	703.50	739.50	828.50
S4	630.75	666.75	808.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	875.00	797.50	77.50	9.3%	43.25	5.2%	51%	False	False	2,812,952
10	931.75	797.50	134.25	16.0%	34.00	4.1%	29%	False	False	2,342,099
20	942.75	797.50	145.25	17.4%	27.75	3.3%	27%	False	False	1,644,732
40	942.75	737.25	205.50	24.6%	37.00	4.4%	48%	False	False	1,200,530
60	1,006.50	737.25	269.25	32.2%	44.00	5.3%	37%	False	False	801,894
80	1,222.75	737.25	485.50	58.0%	52.25	6.2%	20%	False	False	603,126
100	1,303.75	737.25	566.50	67.7%	48.75	5.8%	18%	False	False	482,575

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.93
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,000.00
2.618	938.00
1.618	900.00
1.000	876.50
0.618	862.00
HIGH	838.50
0.618	824.00
0.500	819.50
0.382	815.00
LOW	800.50
0.618	777.00
1.000	762.50
1.618	739.00
2.618	701.00
4.250	639.00

Fisher Pivots for day following 21-Jan-2009
Pivot	1 day	3 day
R1	831.00	835.00
PP	825.25	833.25
S1	819.50	831.50

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols